[spkguitar]

If the device is installed properly in windows, the only thing you should have to do is select it in your MIDI or Instrument track's MIDI input dropdown.

That's seriously all there is to it.

There's no need to set it up under MIDI Studio Setup as it is just a controller and the only benefit that gives you is allowing you to rename the device.

The only reason to set it up inder "peripherals" is if you were trying to use it as a control surface to control the transport in Pro Tools. Since the keystation 49e has no transport controls, that point is moot.